PMwR: Portfolio Management with R
Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.
| Version: | 0.19-3 |
| Depends: | R (≥ 3.5) |
| Imports: | NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo |
| Suggests: | crayon, rbenchmark, tinytest |
| Published: | 2023-10-19 |
| Author: | Enrico Schumann 
[aut, cre] |
| Maintainer: | Enrico Schumann <es at enricoschumann.net> |
| License: | GPL-3 |
| URL: | http://enricoschumann.net/PMwR/ , https://git.sr.ht/~enricoschumann/PMwR , https://gitlab.com/enricoschumann/PMwR , https://github.com/enricoschumann/PMwR |
| NeedsCompilation: | no |
| Citation: | PMwR citation info |
| Materials: | README NEWS |
| CRAN checks: | PMwR results |
Documentation:
| Reference manual: | PMwR.pdf |
| Vignettes: |
Overview of the PMwR package Computing Returns Drawdowns and Streaks FinTeX Profit/Loss for Open Positions Treasury Quotes with 1/32 Fractions |
Downloads:
| Package source: | PMwR_0.19-3.tar.gz |
| Windows binaries: | r-devel: PMwR_0.19-3.zip, r-release: PMwR_0.19-3.zip, r-oldrel: PMwR_0.19-3.zip |
| macOS binaries: | r-release (arm64): PMwR_0.19-3.tgz, r-oldrel (arm64): PMwR_0.19-3.tgz, r-release (x86_64): PMwR_0.19-3.tgz, r-oldrel (x86_64): PMwR_0.19-3.tgz |
| Old sources: | PMwR archive |
Reverse dependencies:
| Reverse suggests: | NMOF |
Linking:
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